-15.7%
SHOP vs AIG
+53.4%
-69.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -5.9% | -5.7% |
| 7D | -10.6% | -1.4% | -9.2% | -9.7% |
| 30D | -18.3% | -3.3% | -15.0% | -16.5% |
| 3M | +14.8% | +2.2% | +12.6% | +13.3% |
| 6M | -5.0% | -2.1% | -2.9% | -4.2% |
| YTD | -21.2% | -11.2% | -10.0% | -16.1% |
| 1Y | -11.6% | -2.1% | -9.5% | -12.9% |
| 3Y | +101.2% | +34.4% | +66.9% | +55.9% |
| 5Y | -15.7% | +53.7% | -69.4% | -40.5% |
| All | -15.7% | +53.4% | -69.1% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling